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VUSB vs. GBIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSB and GBIL is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

VUSB vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Ultra-Short Bond ETF (VUSB) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%AugustSeptemberOctoberNovemberDecember2025
2.91%
2.49%
VUSB
GBIL

Key characteristics

Sharpe Ratio

VUSB:

7.21

GBIL:

4.57

Sortino Ratio

VUSB:

13.32

GBIL:

6.56

Omega Ratio

VUSB:

3.17

GBIL:

6.11

Calmar Ratio

VUSB:

28.01

GBIL:

6.76

Martin Ratio

VUSB:

142.51

GBIL:

28.73

Ulcer Index

VUSB:

0.04%

GBIL:

0.18%

Daily Std Dev

VUSB:

0.79%

GBIL:

1.12%

Max Drawdown

VUSB:

-1.79%

GBIL:

-0.76%

Current Drawdown

VUSB:

0.00%

GBIL:

0.00%

Returns By Period

In the year-to-date period, VUSB achieves a 0.18% return, which is significantly higher than GBIL's 0.09% return.


VUSB

YTD

0.18%

1M

0.41%

6M

2.91%

1Y

5.74%

5Y*

N/A

10Y*

N/A

GBIL

YTD

0.09%

1M

0.36%

6M

2.49%

1Y

5.11%

5Y*

2.37%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VUSB vs. GBIL - Expense Ratio Comparison

VUSB has a 0.10% expense ratio, which is lower than GBIL's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
Expense ratio chart for GBIL: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VUSB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VUSB vs. GBIL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUSB
The Risk-Adjusted Performance Rank of VUSB is 9999
Overall Rank
The Sharpe Ratio Rank of VUSB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSB is 9999
Sortino Ratio Rank
The Omega Ratio Rank of VUSB is 9999
Omega Ratio Rank
The Calmar Ratio Rank of VUSB is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VUSB is 9999
Martin Ratio Rank

GBIL
The Risk-Adjusted Performance Rank of GBIL is 9898
Overall Rank
The Sharpe Ratio Rank of GBIL is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of GBIL is 9898
Sortino Ratio Rank
The Omega Ratio Rank of GBIL is 9999
Omega Ratio Rank
The Calmar Ratio Rank of GBIL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of GBIL is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUSB vs. GBIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for VUSB, currently valued at 7.21, compared to the broader market0.002.004.007.214.57
The chart of Sortino ratio for VUSB, currently valued at 13.32, compared to the broader market-2.000.002.004.006.008.0010.0013.326.56
The chart of Omega ratio for VUSB, currently valued at 3.17, compared to the broader market0.501.001.502.002.503.003.176.11
The chart of Calmar ratio for VUSB, currently valued at 28.01, compared to the broader market0.005.0010.0015.0028.016.76
The chart of Martin ratio for VUSB, currently valued at 142.51, compared to the broader market0.0020.0040.0060.0080.00100.00142.5128.73
VUSB
GBIL

The current VUSB Sharpe Ratio is 7.21, which is higher than the GBIL Sharpe Ratio of 4.57. The chart below compares the historical Sharpe Ratios of VUSB and GBIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio4.005.006.007.008.00AugustSeptemberOctoberNovemberDecember2025
7.21
4.57
VUSB
GBIL

Dividends

VUSB vs. GBIL - Dividend Comparison

VUSB's dividend yield for the trailing twelve months is around 5.15%, more than GBIL's 4.92% yield.


TTM202420232022202120202019201820172016
VUSB
Vanguard Ultra-Short Bond ETF
5.15%5.16%4.45%1.53%0.26%0.00%0.00%0.00%0.00%0.00%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
4.92%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%

Drawdowns

VUSB vs. GBIL - Drawdown Comparison

The maximum VUSB drawdown since its inception was -1.79%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for VUSB and GBIL. For additional features, visit the drawdowns tool.


-0.15%-0.10%-0.05%0.00%AugustSeptemberOctoberNovemberDecember202500
VUSB
GBIL

Volatility

VUSB vs. GBIL - Volatility Comparison

The current volatility for Vanguard Ultra-Short Bond ETF (VUSB) is 0.13%, while Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) has a volatility of 0.14%. This indicates that VUSB experiences smaller price fluctuations and is considered to be less risky than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.05%0.10%0.15%0.20%0.25%AugustSeptemberOctoberNovemberDecember2025
0.13%
0.14%
VUSB
GBIL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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